VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 391,773: 88,609 156,456 72,335 205,526 134,582 366,470 363,373: 25,303 28,400
Old : 391,773: 88,609 156,456 72,335 205,526 134,582 366,470 363,373: 25,303 28,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2023 :
: 5,969: 6,196 -5,936 7,329 -4,914 5,082 8,611 6,475: -2,642 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 39.9 18.5 52.5 34.4 93.5 92.8: 6.5 7.2
Old : 100.0: 22.6 39.9 18.5 52.5 34.4 93.5 92.8: 6.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 60 69 81 54 42 163 151:
Old : 201: 60 69 81 54 42 163 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 22.8 36.7 32.4 24.5 18.5 33.9 26.2
Old : 25.8 22.8 36.7 32.4 24.5 18.5 33.9 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2023